On multidimensional generalized Cramér-Rao inequalities, uncertainty relations and characterizations of generalized q-Gaussian distributions

DOI10.1088/1751-8113/46/9/095303MaRDI QIDQ4920448zbMATH OpenOpenAlexFDO

Authors J-F Bercher

Publication date 17 May 2013

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.2008

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Measures of information, entropy (94A17)

Abstract: In the present work, we show how the generalized Cram'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $mathbb{R}^n$, and to a wider context. As a particular case, we obtain a new multidimensional Cram'er-Rao inequality which is saturated by generalized $q$-Gaussian distributions. We also give another related Cram'er-Rao inequality, for a general norm, which is saturated as well by these distributions. Finally, we derive uncertainty relations from these Cram'er-Rao inequalities. These uncertainty relations involve moments computed with respect to escort distributions, and we show that some of these relations are saturated by generalized $q$-Gaussian distributions. These results introduce extended versions of Fisher information, new Cram'er-Rao inequalities, and new characterizations of generalized $q$-Gaussian distributions which are important in several areas of physics and mathematics.

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